-24.3%
SWK vs USHY
+50.7%
-75.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.0% |
| 7D | -0.4% | -0.1% | -0.3% | -0.1% |
| 30D | -5.7% | +0.1% | -5.8% | -5.9% |
| 3M | +24.1% | +0.8% | +23.2% | +21.8% |
| 6M | +24.7% | +1.7% | +23.0% | +20.1% |
| YTD | +33.9% | +2.5% | +31.5% | +26.5% |
| 1Y | +34.7% | +4.4% | +30.3% | +21.6% |
| 3Y | +15.3% | +27.4% | -12.1% | -34.5% |
| 5Y | -39.3% | +21.7% | -61.0% | -60.0% |
| All | -24.3% | +50.7% | -75.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling